Article ID Journal Published Year Pages File Type
1707526 Applied Mathematics Letters 2016 6 Pages PDF
Abstract

It is shown that the solution of a nonlocal Fokker–Planck equation is smooth with respect to both time and space variable whenever the divergence of the smooth drift has a lower bound.

Keywords
Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
Preview
Smooth solution of a nonlocal Fokker–Planck equation associated with stochastic systems with Lévy noise
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